INVESTMENT TIMING UNDER REGIME SWITCHING (Q5193003): Difference between revisions

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+MaRDI publication profile
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+Options with constant underlying elasticity in strikes
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+New finite-dimensional filters and smoothers for noisily observed Markov chains
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+A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS
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+PRICING FLOW COMMODITY DERIVATIVES USING FIXED INCOME MARKET TECHNIQUES
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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